Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.304271 0.332275 0.362630 0.398139 0.438744 0.483973 0.538505
2025-03-23 0.270634 0.306821 0.348218 0.399571 0.462258 0.537216 0.635068
2025-03-30 0.245653 0.286507 0.335218 0.398515 0.480019 0.583517 0.728449
2025-04-06 0.225127 0.268633 0.322289 0.394766 0.492463 0.623299 0.818712
2025-04-13 0.203774 0.247409 0.302634 0.379527 0.487039 0.637438 0.874684
2025-04-20 0.192262 0.237519 0.296312 0.380758 0.503443 0.683282 0.984648
2025-04-27 0.182023 0.228307 0.289832 0.380699 0.517411 0.726772 1.098703
2025-05-04 0.172940 0.219853 0.283511 0.379931 0.529759 0.768876 1.218525
2025-05-11 0.165843 0.213533 0.279525 0.381947 0.546228 0.819505 1.364544
2025-05-18 0.155657 0.202211 0.267524 0.370666 0.539929 0.830203 1.435484
2025-05-25 0.145802 0.190792 0.254626 0.356889 0.527953 0.829002 1.481461
2025-06-01 0.140617 0.185767 0.250788 0.356955 0.539169 0.871356 1.631236
2025-06-08 0.138111 0.184639 0.252906 0.367102 0.569704 0.956641 1.909369
2025-06-15 0.134406 0.181500 0.251701 0.371602 0.590580 1.026554 2.175962
2025-06-22 0.130209 0.177376 0.248666 0.372687 0.605149 1.085923 2.438258
2025-06-29 0.125636 0.172434 0.244014 0.370547 0.613203 1.132488 2.683530
2025-07-06 0.119074 0.164134 0.233533 0.357358 0.598029 1.123648 2.752267
2025-07-13 0.116006 0.161115 0.231433 0.358971 0.612860 1.188100 3.096155
2025-07-20 0.112877 0.157845 0.228719 0.359219 0.624852 1.248029 3.458139
2025-07-27 0.109806 0.154525 0.225730 0.358702 0.635120 1.305708 3.847984
2025-08-03 0.107383 0.152128 0.224148 0.360682 0.651029 1.381852 4.371639
2025-08-10 0.102925 0.146276 0.216413 0.350342 0.638299 1.376340 4.514201
2025-08-17 0.098297 0.140002 0.207713 0.337652 0.619154 1.349767 4.541655